+112.5%
INTC vs CFG
+347.0%
-234.5%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.9% | +8.6% | +8.1% |
| 7D | -14.4% | -0.9% | -13.5% | -14.2% |
| 30D | -50.2% | +1.1% | -51.3% | -50.4% |
| 3M | -43.6% | -12.0% | -31.6% | -40.9% |
| 6M | -50.2% | -2.2% | -48.0% | -50.0% |
| YTD | +52.5% | +11.4% | +41.1% | +46.4% |
| 1Y | +51.1% | +27.8% | +23.3% | +38.0% |
| 3Y | +50.3% | +173.3% | -123.0% | +4.9% |
| 5Y | +19.2% | +62.4% | -43.3% | -3.5% |
| 10Y | +105.1% | +249.6% | -144.5% | +17.0% |
| All | +112.5% | +347.0% | -234.5% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling